+238.9%
CRM vs CBOE
+368.5%
-129.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.5% |
| 7D | -4.4% | -5.8% | +1.4% | -3.0% |
| 30D | +28.1% | -3.1% | +31.3% | +29.0% |
| 3M | +48.8% | -4.8% | +53.6% | +50.0% |
| 6M | +28.3% | -0.6% | +28.8% | +26.1% |
| YTD | -6.0% | +12.8% | -18.8% | -11.1% |
| 1Y | +1.4% | +19.8% | -18.3% | -5.9% |
| 3Y | +11.8% | +86.9% | -75.1% | -13.4% |
| 5Y | -2.0% | +136.5% | -138.5% | -31.2% |
| All | +238.9% | +368.5% | -129.6% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling